E-LIB Suche - Ergebnisse für: Shkilko, Andriy

1

Every Cloud Has a Silver Lining: Fast Trading, Microwave Co..:

SHKILKO, ANDRIY ; SOKOLOV, KONSTANTIN
The Journal of Finance. 75 (2020) 6 - p. 2899-2927 , 2020

Link: https://doi.org/10.1111/..

2

Every Cloud Has a Silver Lining: Fast Trading, Microwave Co..:

SHKILKO, ANDRIY ; SOKOLOV, KONSTANTIN
The Journal of Finance. 75 (2020) 6 - p. 2899-2927 , 2020

Link: https://www.jstor.org/st..

3

High frequency trading and extreme price movements:

Brogaard, Jonathan ; Carrion, Allen ; Moyaert, Thibaut...
Journal of Financial Economics. 128 (2018) 2 - p. 253-265 , 2018

Link: https://doi.org/10.1016/..

4

High-Frequency Trading and Extreme Price Movements:

Brogaard, Jonathan ; Carrion, Allen ; Moyaert, Thibaut...
Journal of Financial Economics (JFE), Forthcoming. , 2017

Link: https://ssrn.com/abstrac..

5

Do Brokers of Insiders Tip Other Clients?:

McNally, William J. ; Shkilko, Andriy ; Smith, Brian F.
Management Science. 63 (2017) 2 - p. 317-332 , 2017

Link: http://www.jstor.org/sta..

6

To Pay or Be Paid? The Impact of Taker Fees and Order Flow ..:

Battalio, Robert ; Shkilko, Andriy ; Van Ness, Robert
Journal of Financial and Quantitative Analysis. 51 (2016) 5 - p. 1637-1662 , 2016

Link: https://doi.org/10.1017/..

7

Every Cloud Has a Silver Lining: Fast Trading, Microwave Co..:

Shkilko, Andriy ; Sokolov, Konstantin
Journal of Finance, Forthcoming. , 2016

Link: https://ssrn.com/abstrac..

8

To Pay or Be Paid? The Impact of Taker Fees and Order Flow ..:

Battalio, Robert ; Shkilko, Andriy ; Van Ness, Robert
The Journal of Financial and Quantitative Analysis. 51 (2016) 5 - p. 1637-1662 , 2016

Link: http://www.jstor.org/sta..

9

Factor models for binary financial data:

Perez, M. Fabricio ; Shkilko, Andriy ; Sokolov, Konstantin
Journal of Banking & Finance. 61 (2015) - p. S177-S188 , 2015

Link: https://doi.org/10.1016/..

10

Evaluating trade classification algorithms: Bulk volume cla..:

Chakrabarty, Bidisha ; Pascual, Roberto ; Shkilko, Andriy
Journal of Financial Markets. 25 (2015) - p. 52-79 , 2015

Link: https://doi.org/10.1016/..

11

Information transfers and learning in financial markets: Ev..:

Chakrabarty, Bidisha ; Shkilko, Andriy
Journal of Banking & Finance. 37 (2013) 5 - p. 1560-1572 , 2013

Link: https://doi.org/10.1016/..

12

Short Selling and Intraday Price Pressures:

Shkilko, Andriy ; Van Ness, Bonnie ; Van Ness, Robert
Financial Management. 41 (2012) 2 - p. 345-370 , 2012

Link: https://www.jstor.org/st..

13

The anatomy of short sales and price adjustment: evidence f..:

Xiaobei Chen, Crystal ; Shkilko, Andriy
International Journal of Managerial Finance. 8 (2012) 3 - p. 204-218 , 2012

Link: https://doi.org/10.1108/..

14

Short sales in the NYSE batch open and NASDAQ opening cross:

Paul Spurlin, W. ; Van Ness, Bonnie F. ; Van Ness, Robert.
International Journal of Managerial Finance. 8 (2012) 3 - p. 219-237 , 2012

Link: https://doi.org/10.1108/..

15

Concentrated short‐selling activity: bear raids or contrari..:

Blau, Benjamin ; Brough, Tyler J. ; Shkilko, Andriy
International Journal of Managerial Finance. 8 (2012) 3 - p. 187-203 , 2012

Link: https://doi.org/10.1108/..